+302.7%
IBM vs MELI
+9,180.3%
-8,877.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | +2.9% | -2.6% | -0.2% |
| 3M | -21.6% | +21.0% | -42.6% | -23.8% |
| 6M | -4.7% | +11.8% | -16.5% | -6.5% |
| YTD | -19.1% | -1.8% | -17.3% | -19.2% |
| 1Y | -2.5% | -18.2% | +15.7% | -0.6% |
| 3Y | +74.2% | +39.2% | +35.0% | +62.6% |
| 5Y | +113.1% | +1.7% | +111.5% | +97.8% |
| 10Y | +133.5% | +967.1% | -833.5% | +38.5% |
| All | +302.7% | +9,180.3% | -8,877.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MELI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling